Agenda

Start times are shown for EDT / BST, Eastern Daylight time or British Summer time.

View proceedings
EDT / BST
8:30 / 1:30
Welcome
8:35 / 1:35
Keynote: Transformational Technologies: Empowering Financial Professionals with MATLAB David Willingham, MathWorks
9:05 / 2:05
Multiperiod Goal-Based Wealth Management Using Reinforcement Learning Valerio Sperandeo, MathWorks
9:35 / 2:35
Break
9:45 / 2:45
Development of a Performance Analysis App from Design to Deployment Killian Pluzanski, Amundi
10:15 / 3:15
Extending the Scope: From Back-Office Engine to Growing Front-Office Platform Marcus Veltum and Thomas Nitschke, Helaba Invest
10:45 / 3:45
Break
10:55 / 3:55
Quantum Innovation in Finance: Portfolio Optimization and Monte Carlo Simulation Sofia Ma, MathWorks
11:25 / 4:25
Review of AI and Machine Learning Usage in Financial Applications Sudeep Kumar Lahiri, Morgan Stanley
11:55 / 4:55
Closing Remarks
EDT / BST
8:30 / 1:30
Welcome
8:35 / 1:35
Modeling the Impact of Climate Change on Insured Losses in France Léa Boittin, Caisse Centrale de Réassurance
9:05 / 2:05
CRISK: Quantifying the Expected Capital Shortfall in a Climate Stress Scenario Michael Robbins, Columbia University, and Arpit Narain, MathWorks
9:35 / 2:35
Break
9:45 / 2:45
Dynare: Macroeconomic Modeling for All Sébastien Villemot, CEPREMAP
10:15 / 3:15
BEAR Toolbox for Estimating Economic Relationships Alistair Dieppe, European Central Bank
10:45 / 3:45
Break
10:55 / 3:55
Nonlinear Confidence Bands Computation in MATLAB Kadir Tanyeri, IMF
11:25 / 4:25
Foreign Economic Policy Uncertainty and US Equity Returns Mohammad R. Jahan-Parvar, Federal Reserve Board
11:55 / 4:55
Closing Remarks